ABOT vs. SCHG
ABOT (Abacus FCF Innovation Leaders ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds - ABOT tracks the FCF US Quality Innovation Index while SCHG tracks the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 5 years, ABOT returned 9.11%/yr vs 13.84%/yr for SCHG. Their correlation of 0.87 suggests significant overlap in exposure. ABOT charges 0.39%/yr vs 0.04%/yr for SCHG.
Performance
ABOT vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, ABOT achieves a 4.07% return, which is significantly lower than SCHG's 6.40% return.
ABOT
- 1D
- 0.30%
- 1M
- 6.30%
- 6M
- 7.71%
- YTD
- 4.07%
- 1Y
- 6.56%
- 3Y*
- 16.39%
- 5Y*
- 9.11%
- 10Y*
- —
SCHG
- 1D
- -0.77%
- 1M
- 2.08%
- 6M
- 6.99%
- YTD
- 6.40%
- 1Y
- 17.60%
- 3Y*
- 21.98%
- 5Y*
- 13.84%
- 10Y*
- 18.48%
ABOT vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ABOT Abacus FCF Innovation Leaders ETF | 4.07% | 8.42% | 31.93% | 26.92% | -24.05% | 18.51% | 3.29% |
SCHG Schwab U.S. Large-Cap Growth ETF | 6.40% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 2.52% |
Correlation
The correlation between ABOT and SCHG is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2020 | 0.87 |
The correlation between ABOT and SCHG shifts across timeframes, from 0.73 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ABOT vs. SCHG — Risk / Return Rank
ABOT
SCHG
ABOT vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Innovation Leaders ETF (ABOT) and Schwab U.S. Large-Cap Growth ETF (SCHG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ABOT | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.19 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 1.08 | -0.77 |
| Martin ratioReturn relative to average drawdown | 0.71 | 3.45 | -2.74 |
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Drawdowns
ABOT vs. SCHG - Drawdown Comparison
The maximum ABOT drawdown since its inception was -29.71%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ABOT and SCHG.
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Drawdown Indicators
| ABOT | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.71% | -34.59% | +4.88% |
Max Drawdown (1Y)Largest decline over 1 year | -21.54% | -16.41% | -5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -22.72% | -23.39% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -34.59% | +4.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -2.91% | -1.80% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -5.19% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.24% | 5.11% | +4.13% |
Volatility
ABOT vs. SCHG - Volatility Comparison
Abacus FCF Innovation Leaders ETF (ABOT) has a higher volatility of 5.55% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.61%. This indicates that ABOT's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABOT | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 4.61% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 15.72% | 12.80% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 16.35% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.83% | 22.41% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 21.56% | -1.84% |
ABOT vs. SCHG - Expense Ratio Comparison
ABOT has a 0.39% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Dividends
ABOT vs. SCHG - Dividend Comparison
ABOT's dividend yield for the trailing twelve months is around 0.33%, less than SCHG's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABOT Abacus FCF Innovation Leaders ETF | 0.33% | 0.38% | 1.28% | 0.77% | 1.20% | 4.77% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
ABOT and SCHG have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABOT has higher volatility (5.55%) compared to SCHG (4.61%). In terms of maximum drawdown, ABOT dropped -29.71% vs SCHG's -34.59%.
On 5-year performance, SCHG leads with 13.84% vs 9.11% for ABOT. On fees, SCHG is cheaper at 0.04% per year. On volatility, SCHG has been the lower-risk option at 4.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SCHG has performed better with a 13.84% return vs 9.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.39% for ABOT.
SCHG has the higher dividend yield at 0.38%, compared with 0.33% for ABOT.
ABOT tracks FCF US Quality Innovation Index, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: Abacus and Charles Schwab. Their fees differ too: 0.39% for ABOT and 0.04% for SCHG.
SCHG currently has the higher Sharpe Ratio (1.08 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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